6 citations · 10 across the 3 of their papers we have counts for
4 papers · 1 filter
Limit Theorems for Random Walks in the Hyperbolic Space
V Konakov, S Menozzi
We prove central and local limit theorems for random walks on the Poincar{é} hyperbolic space of dimension n {\v e} 2. To this end we use the ball model and describe the walk there…
Weak Error for the Euler Scheme Approximation of Diffusions with Non-Smooth Coefficients *
V Konakov, S Menozzi
We study the weak error associated with the Euler scheme of non degenerate diffusion processes with non smooth bounded coefficients. Namely, we consider the cases of H{ö}lder conti…
Stability of densities for perturbed Diffusions and Markov Chains
V. Konakov, A. Kozhina, S. Menozzi
We are interested in studying the sensitivity of diffusion processes or their approximations by Markov Chains with respect to a perturbation of the coefficients.
Weak Error for Continuous Time Markov Chains Related to Fractional in Time P(I)DEs
M. Kelbert, V. Konakov, S. Menozzi
We provide sharp error bounds for the difference between the transition densities of some multidimensional Continuous Time Markov Chains (CTMC) and the fundamental solutions of som…